Senior Manager
Senior Manager - Quantitative Market Risk Analytics (Market Risk Models - ALM - Treasury - Mortgage Prepayment Models)| Leading Global Bank | Washington, USA
Location - Washington D.C., USA
Salary - 120-160k USD + benefits bonus
Description
A Top 5 US bank is looking to expand its quantitative market risk group with a senior manager hire to focus on model validation across Capital Markets (Portfolio Valuation (fixed income, loans, and derivates), Market Risk management, Asset Liability management, Mortgage or Asset-backed securities, and prepayment or loss modeling.)
The role will report into the Head of Market Risk Analytics as well as have reporting lines into the Treasury and Balance sheet management area and so will have excellent amount of exposure to multiple business lines and senior management.
The role has the opportunity for direct management with the responsibilities including mentoring and overseeing junior staff within the group. The bank has gone through rapid expansion over the last 18 months which is likely to continue into 2013, so the managerial responsibilities will increase going forwards.
Key Requirements
• PhD in a Quantitative Field (MSc would suffice if backed by excellent experience)
• 5+ years of experience with Capital Markets models, such as Portfolio Valuation (fixed income, loans, and derivates), Market Risk management, Asset Liability management, Mortgage or Asset-backed securities, and prepayment or loss modelling)
• Excellent oral and verbal communication skills
• Strong managerial potential
• Willing to relocate to Washington D.C.
• CFA (Chartered Financial Analyst) or FRM (Financial Risk Manager) is a bonus
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